VSAT Options History — May 2022

In May 2022, VSAT traded between $35.48 and $41.67. ATM implied volatility averaged 60.2%, placing in the 63.6% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded above realized volatility by 4.3% (HV 20d: 56.0%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.78.

Notable Days

  • 2022-05-26: Highest Volume — 1,315 contracts
  • 2022-05-09: Largest IV spike — 41.8% change
  • 2022-05-10: Highest IV Rank — 100.0%
  • 2022-05-12: Largest Expected Move — 20.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.06$35.48$41.67$37.39$39.74
Max Pain$50.00$50.00$50.00$50.00$50.00
ATM IV60.2%45.8%84.5%56.3%51.6%
Expected Move16.9%13.1%20.4%16.1%14.8%
HV 20d56.0%46.5%76.3%47.6%76.3%
HV 60d51.1%47.7%60.0%48.8%60.0%
IV Rank63.6%37.0%100.0%64.0%46.5%
IV Percentile88.5%52.0%100.0%89.7%72.2%
Term Structure-5.7%-16.9%11.0%11.0%-3.8%
VWIV60.3%45.5%70.1%53.3%45.5%
Skew 25d8.0%2.3%16.8%16.8%4.8%
Skew 10d15.6%-1.0%24.5%24.1%19.8%
Call IV 25d56.1%42.7%63.1%50.4%48.6%
Put IV 25d64.1%50.6%73.6%67.3%53.4%
Bid-Ask Spread %80.1073.7199.4792.1180.78
Gamma HHI0.140.120.200.140.20
Net GEX-12.5K-46.3K31.6K-16.8K-46.3K
Net DEX7.4M3.4M9.9M9.1M5.3M
Net VEX-30.6K-35.5K-23.0K-31.2K-30.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.780.343.160.700.62
Total Volume6133721,315548589
Total OI9,414.0957,16510,55410,0827,933

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$37.39$50.0056.3%16.1%47.6%64.0%53.3%16.8%11.0%-16.8K9.1M-31.2K0.7092.11N/AN/A3222265,6264,456
2022-05-03$39.34$50.0056.2%16.1%52.8%63.9%59.7%2.4%-3.3%-15.8K8.8M-31.4K0.4777.72N/AN/A3721745,6274,456
2022-05-04$40.55$50.0054.8%15.7%53.4%61.1%56.1%9.4%-3.2%-9.9K8.0M-35.5K0.3499.47N/AN/A4911685,6464,464
2022-05-05$40.65$50.0058.6%17.0%53.5%68.5%57.4%9.5%-7.2%-8.6K8.1M-33.1K0.3575.31N/AN/A4911725,7294,468
2022-05-06$39.00$50.0051.4%16.1%53.2%54.7%57.9%6.8%-6.5%-7.1K8.6M-33.0K0.3977.30N/AN/A3911545,7294,488
2022-05-09$37.56$50.0072.9%17.3%54.1%96.1%63.1%8.4%-6.8%-8.3K8.9M-31.9K0.5475.99N/AN/A2611415,7214,488
2022-05-10$36.21$50.0084.5%18.3%55.0%100.0%63.8%5.3%-6.1%-14.1K9.6M-29.1K0.5174.23N/AN/A2631335,7234,487
2022-05-11$35.48$50.0064.0%18.4%54.5%66.7%64.7%7.5%-14.8%-30.3K9.9M-25.3K0.5176.54N/AN/A2601325,7244,485
2022-05-12$35.96$50.0071.2%20.4%51.8%78.3%69.4%11.7%-16.9%-32.2K9.5M-25.0K0.6375.04N/AN/A2561605,7654,336
2022-05-13$37.99$50.0049.6%14.2%56.6%43.2%58.6%10.1%-2.8%2668.9M-28.1K0.8181.21N/AN/A2061665,7644,317
2022-05-16$37.82$50.0059.3%17.0%56.5%59.0%64.7%13.4%-5.6%2.8K9.2M-26.3K0.8186.49N/AN/A2061665,7364,318
2022-05-17$40.39$50.0054.9%15.8%62.4%51.9%56.5%3.8%-3.8%24.9K7.7M-32.8K0.4483.34N/AN/A4061775,7364,318
2022-05-18$40.45$50.0058.0%16.6%61.0%56.8%53.2%5.9%-5.8%30.0K7.8M-31.3K0.7380.92N/AN/A3362445,8464,337
2022-05-19$40.41$50.0063.5%18.2%53.9%65.9%70.1%7.3%-3.1%31.6K7.6M-31.6K0.9275.12N/AN/A4143815,9704,406
2022-05-20$40.24$50.0060.0%17.2%53.1%60.2%64.9%2.3%-4.7%-24.5K7.3M-31.6K0.5675.72N/AN/A4592575,9374,617
2022-05-23$40.56$50.0061.0%17.5%51.1%61.7%63.0%5.0%-14.7%-25.2K3.7M-33.7K0.6673.71N/AN/A3692453,9363,229
2022-05-24$40.72$50.0063.5%18.2%46.8%65.8%66.6%12.7%-4.6%-19.0K3.7M-32.6K0.5777.97N/AN/A3712134,0343,267
2022-05-25$41.21$50.0065.3%18.7%46.5%68.8%65.1%5.2%-10.6%-21.0K3.4M-32.9K0.7677.88N/AN/A3442634,0343,302
2022-05-26$37.01$50.0062.6%18.0%61.3%64.4%66.4%12.0%-8.8%-37.0K5.8M-23.0K3.1682.92N/AN/A3169994,0333,377
2022-05-27$41.67$50.0045.8%13.1%74.0%37.0%45.9%8.0%1.6%-34.9K4.4M-33.5K1.9082.27N/AN/A4077724,0993,732
2022-05-31$39.74$50.0051.6%14.8%76.3%46.5%45.5%4.8%-3.8%-46.3K5.3M-30.6K0.6280.78N/AN/A3642254,1273,806